Exact simulation of IG-OU processes (Q1042535)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of IG-OU processes |
scientific article |
Statements
Exact simulation of IG-OU processes (English)
0 references
14 December 2009
0 references
inverse Gaussian
0 references
Lévy process
0 references
process of Ornstein-Uhlenbeck type
0 references
random sample generation
0 references
estimating function
0 references
0 references
